Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47894.72 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46499.77 Kr¶

PnL: ---------------------------------------> -388.8 Kr¶

DD now: ---------------------------------> -1.512 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 13:28:58.814743'

Anic Portfolio¶

Today¶

Return: -0.038 %¶

This Week¶

Return: -0.038 %¶

Total¶

Return: 56.795 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.920000 2835.000000 199.000000 7.550000 2636.000010
AcadeMedia 12 0.730000 597.600000 40.600000 7.290000 557.000004
Boozt 12 0.360000 1692.000000 38.000000 2.300000 1653.999996
Corem Property Group B 59 0.190000 614.780000 37.780000 6.550000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.760000 391.100000 36.100000 10.170000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 2.750000 703.600000 30.600000 4.550000 673.000000
Resurs Holding 22 -0.480000 598.180000 24.180000 4.210000 573.999998
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
Intrum 4 1.830000 545.800000 18.800000 3.570000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
SAAB B 8 -1.400000 3392.000000 15.000000 0.440000 3377.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
CTEK 13 2.700000 544.310000 10.310000 1.930000 533.999999
FM Mattsson Mora Group B 50 -1.340000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.160000 566.400000 2.400000 0.430000 564.000000
Securitas B 6 1.360000 571.680000 1.680000 0.290000 570.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.690000 245.040000 -0.960000 -0.390000 246.000000
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 2.810000 575.820000 -7.180000 -1.230000 582.999984
Essity B 2 -1.840000 566.800000 -7.200000 -1.250000 574.000000
Nordea Bank Abp 29 -0.180000 3442.300000 -11.700000 -0.340000 3453.999992
Essity A 4 -1.390000 1134.000000 -15.000000 -1.310000 1149.000000
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 2.920000 564.000000 -30.570000 -5.140000 594.565215
Vivesto 1368 -1.030000 550.760000 -62.240000 -10.150000 612.999432
Axfood 13 0.210000 3668.600000 -87.400000 -2.330000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.810000 2932.800000 -429.200000 -12.770000 3361.999992
TOTAL 46499.770000 -388.800000 -1.51177% 46888.564618

Updated:¶

'2023-01-23 13:29:11.596578'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶